Last Update: 19 Jan 2022 18:15 GMT+0
The Canada 10Y Government Bond has a 1.865% yield.
10 Years vs 2 Years bond spread is 59.8 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.25% (last modification in March 2020).
The Canada credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 29.80 and implied probability of default is 0.50%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 21.6 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 42.2 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 59.8 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AA+
|
- |
| DBRS |
AAA
|
- |
| Canada Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 29.80 | 0.00 % | 0.00 % | -18.58 % | 0.50 % |
Canada Government Bonds
Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link , to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 0.391% | +26.9 bp | +14.7 bp | ||||||
| 2 months | 0.382% | +33.3 bp | +24.1 bp | ||||||
| 3 months | 0.467% | +41.9 bp | +29.7 bp | ||||||
| 6 months | 0.693% | +44.3 bp | +50.2 bp | ||||||
| 1 year | 1.051% | +35.6 bp | +78.0 bp | 98.96 | -0.35 % | -0.77 % | |||
| 2 years | 1.267% | +35.3 bp | +79.5 bp | 97.51 | -0.70 % | -1.56 % | |||
| 3 years | 1.367% | +37.8 bp | +79.5 bp | 96.01 | -1.11 % | -2.33 % | |||
| 4 years | 1.589% | +49.9 bp | +87.1 bp | 93.89 | -1.95 % | -3.39 % | |||
| 5 years | 1.689% | +51.3 bp | +90.3 bp | 91.97 | -2.49 % | -4.36 % | |||
| 7 years | 1.735% | +54.4 bp | +78.7 bp | 88.66 | -3.68 % | -5.29 % | |||
| 10 years | 1.865% | +54.4 bp | +72.0 bp | 83.13 | -5.21 % | -6.85 % | |||
| 20 years | 2.081% | +44.9 bp | +52.7 bp | 66.24 | -8.43 % | -9.83 % | |||
| 30 years | 2.078% | +40.7 bp | +38.1 bp | 53.96 | -11.29 % | -10.60 % | |||
Canada 10Y Bond Yield Spread
The Canada 10Y Government Bond has a 1.865% yield. Click on Spread value for the historical serie.
A positive spread, marked by a red circle, means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Canada 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 187.5 bp | +17.2 bp | +33.6 bp | Compare | |
| Japan 10Y | 173.1 bp | +45.2 bp | +60.1 bp | Compare | |
| France 10Y | 148.7 bp | +13.7 bp | +29.6 bp | Compare | |
| Spain 10Y | 118.6 bp | +20.1 bp | +38.1 bp | Compare | |
| United Kingdom 10Y | 60.3 bp | +4.6 bp | +0.4 bp | Compare | |
| Italy 10Y | 45.9 bp | +3.8 bp | +1.7 bp | Compare | |
| United States 10Y | 3.3 bp | +11.9 bp | +8.0 bp | Compare | |
| Australia 10Y | -9.1 bp | +17.8 bp | -5.8 bp | Compare | |
| China 10Y | -88.0 bp | +67.0 bp | +94.1 bp | Compare | |
| India 10Y | -473.3 bp | +35.7 bp | +24.9 bp | Compare | |
| Russia 10Y | -740.5 bp | -31.1 bp | -132.5 bp | Compare | |
| Brazil 10Y | -968.6 bp | -24.3 bp | -204.2 bp | Compare |
Canada Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 2.078% | 53.96 | 76.11 | 120.43 | 164.75 | 209.06 | 253.38 | |
| 20 years | 2.081% | 66.24 | 82.46 | 114.91 | 147.36 | 179.81 | 212.26 | |
| 10 years | 1.865% | 83.13 | 92.17 | 110.27 | 128.36 | 146.45 | 164.55 | |
| 7 years | 1.735% | 88.66 | 95.19 | 108.27 | 121.35 | 134.42 | 147.50 | |
| 5 years | 1.689% | 91.97 | 96.72 | 106.24 | 115.75 | 125.26 | 134.77 | |
| 4 years | 1.589% | 93.89 | 97.73 | 105.43 | 113.12 | 120.81 | 128.50 | |
| 3 years | 1.367% | 96.01 | 98.93 | 104.77 | 110.61 | 116.45 | 122.29 | |
| 2 years | 1.267% | 97.51 | 99.48 | 103.40 | 107.33 | 111.25 | 115.18 | |
| 1 year | 1.051% | 98.96 | 99.95 | 101.93 | 103.91 | 105.89 | 107.87 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||